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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Theorie
106
Theory
106
Schätztheorie
30
Time series analysis
28
Volatility
11
Volatilität
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55
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
McAleer, Michael
Schmidt, Peter
Phillips, Peter C. B.
24
Steel, Mark F. J.
18
Franses, Philip Hans
17
Chan, Joshua
15
Werker, Bas J. M.
14
Li, Qi
13
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Park, Joon Y.
11
Taylor, Robert
11
Ullah, Aman
11
Drost, Feike C.
10
Kuan, Chung-ming
10
Bierens, Herman J.
9
Chambers, Marcus J.
9
Giles, David E. A.
9
Hassler, Uwe
9
Jong, Robert M. de
9
Lee, Lung-fei
9
Nijman, Theodore E.
9
Soest, Arthur van
9
Verbeek, Marno
9
Davidson, James E. H.
8
Fan, Yanqin
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Hahn, Jinyong
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Knight, John L.
8
Leybourne, Stephen James
8
Osiewalski, Jacek
8
Pesaran, M. Hashem
8
Spanos, Aris
8
White, Halbert
8
Baltagi, Badi H.
7
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7
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Discussion paper / Center for Economic Research, Tilburg University
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Economics letters
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20
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8
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7
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6
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5
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Economic research paper / Loughborough University, Department of Economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Contributions to financial econometrics : theoretical and practical issues
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers / Institute of Social and Economic Research
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ECONIS (ZBW)
55
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
6
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
9
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
10
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
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